Unverified Commit 2952d183 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Testsuite: improve and integrate unit test for A·(B⊗C) MEX files

In particular, add a test for the sparse A·(B⊗C) where B≠C.
parent a7203095
......@@ -95,7 +95,6 @@ wsOct
!/kalman_filter_smoother/testsmoother.m
!/kalman_steady_state/test1.m
!/kronecker/nash_matrices.mat
!/kronecker/small_matrices.mat
!/kronecker/test_kron.m
!/load_octave_packages.m
!/ls2003/data_ca1.m
......@@ -152,6 +151,7 @@ wsOct
!/run_all_unitary_tests.m
!/run_block_byte_tests_matlab.m
!/run_block_byte_tests_octave.m
!/run_kronecker_tests.m
!/run_m_script.m
!/run_o_script.m
!/run_reporting_test_matlab.m
......
......@@ -1075,7 +1075,8 @@ M_TRS_FILES += run_block_byte_tests_matlab.m.trs \
run_all_unitary_tests.m.trs \
histval_initval_file_unit_tests.m.trs \
test_aggregate_routine_1_2.m.trs \
test_aggregate_routine_1_2_3.m.trs
test_aggregate_routine_1_2_3.m.trs \
run_kronecker_tests.m.trs
M_XFAIL_TRS_FILES = $(patsubst %.mod, %.m.trs, $(XFAIL_MODFILES))
......@@ -1085,7 +1086,8 @@ O_TRS_FILES += $(patsubst %.mod, %.o.trs, $(PARTICLEFILES))
O_TRS_FILES += run_block_byte_tests_octave.o.trs \
run_reporting_test_octave.o.trs \
run_all_unitary_tests.o.trs \
histval_initval_file_unit_tests.o.trs
histval_initval_file_unit_tests.o.trs \
run_kronecker_tests.o.trs
O_XFAIL_TRS_FILES = $(patsubst %.mod, %.o.trs, $(XFAIL_MODFILES))
......@@ -1255,7 +1257,10 @@ EXTRA_DIST = \
histval_initval_file/my_assert.m \
histval_initval_file/ramst_data.xls \
histval_initval_file/ramst_data.xlsx \
histval_initval_file/ramst_initval_file_data.m
histval_initval_file/ramst_initval_file_data.m \
run_kronecker_tests.m \
kronecker/test_kron.m \
kronecker/nash_matrices.mat
if ENABLE_MATLAB
check-local: check-matlab
......
function info = test_kron(test,number_of_threads)
% Copyright (C) 2007-2020 Dynare Team
% Copyright (C) 2007-2021 Dynare Team
%
% This file is part of Dynare.
%
......@@ -28,10 +28,11 @@ if test == 1
disp('')
disp('I''m building the test problem...')
tic
percentage_of_non_zero_elements = 10e-4;
NumberOfVariables = 549;%100;
NumberOfEquations = 256;%50
NumberOfColsInB = 50 ;
percentage_of_non_zero_elements = 1e-3;
NumberOfVariables = 120;
NumberOfEquations = 70;
NumberOfColsInB = 50;
NumberOfColsInC = 60;
A = zeros(NumberOfEquations,NumberOfVariables^2);
for i = 1:NumberOfEquations
for j = 1:NumberOfVariables
......@@ -47,38 +48,50 @@ if test == 1
end
A = sparse(A);
B = randn(NumberOfVariables,NumberOfColsInB);
C = randn(NumberOfVariables,NumberOfColsInC);
disp('Done!')
toc
disp('')
disp('Computation of A*kron(B,B) with the mex file (v1):')
disp('Computation of A*kron(B,B) with the mex file:')
tic
D1 = sparse_hessian_times_B_kronecker_C(A,B,number_of_threads);
toc
disp('')
disp('Computation of A*kron(B,B) with the mex file (v2):')
disp('Computation of A*kron(B,B) with two nested loops:')
tic
D2 = sparse_hessian_times_B_kronecker_C(A,B,B,number_of_threads);
D2 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
k = 1;
for i1 = 1:NumberOfColsInB
for i2 = 1:NumberOfColsInB
D2(:,k) = A*kron(B(:,i1),B(:,i2));
k = k+1;
end
end
toc
disp('');
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
if max(max(abs(D1-D2)))>1e-10
if max(max(abs(D1-D2)))>1e-13
test1_1=0;
end
disp(' ')
disp('Computation of A*kron(B,B) with two nested loops:')
disp('')
disp('Computation of A*kron(B,C) with the mex file:')
tic
D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
D3 = sparse_hessian_times_B_kronecker_C(A,B,C,number_of_threads);
toc
disp('Computation of A*kron(B,C) with two nested loops:')
tic
D4 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInC);
k = 1;
for i1 = 1:NumberOfColsInB
for i2 = 1:NumberOfColsInB
D3(:,k) = A*kron(B(:,i1),B(:,i2));
for i2 = 1:NumberOfColsInC
D4(:,k) = A*kron(B(:,i1),C(:,i2));
k = k+1;
end
end
toc
disp(' ')
disp('');
disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
if max(max(abs(D1-D3)))>1e-10
disp(['Difference between D3 and D4 = ' num2str(max(max(abs(D3-D4))))]);
if max(max(abs(D3-D4)))>1e-13
test1_2=0;
end
% $$$ FOR THE DIMENSIONS CONSIDERED HERE THIS PART WILL RESULT IN A OUT OF MEMORY ERROR.
......@@ -163,7 +176,7 @@ if test==3
disp('Test with full format matrix -- 1(a)')
D1 = A*kron(B,C);
tic
D2 = A_times_B_kronecker_C(A,B,C,number_of_threads);
D2 = A_times_B_kronecker_C(A,B,C);
toc
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
if max(max(abs(D1-D2)))>1e-10
......@@ -172,7 +185,7 @@ if test==3
disp('Test with full format matrix -- 1(b)')
D1 = A*kron(B,B);
tic
D2 = A_times_B_kronecker_C(A,B,number_of_threads);
D2 = A_times_B_kronecker_C(A,B);
toc
disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
if max(max(abs(D1-D2)))>1e-10
......
% Copyright (C) 2021 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
top_test_dir = getenv('TOP_TEST_DIR');
addpath([top_test_dir filesep '..' filesep 'matlab']);
dynare_config
cd kronecker
disp('**** Testing sparse_hessian_times_B_kronecker_C MEX...')
disp('')
disp('** Test 1')
info(1) = test_kron(1, num_procs);
disp('')
disp('** Test 2')
info(2) = test_kron(2, num_procs);
disp('')
disp('**** Testing A_times_B_kronecker_C MEX...')
info(3) = test_kron(3, num_procs);
cd ..
if isoctave
ext = '.o.trs';
else
ext = '.m.trs';
end
fid = fopen([ 'run_kronecker_tests' ext ], 'w+');
num_failed_tests = sum(~info);
tests = { 'sparse1', 'sparse2', 'dense' };
failed_tests = tests(find(~info));
if num_failed_tests > 0
fprintf(fid,':test-result: FAIL\n');
fprintf(fid,':number-tests: 3\n');
fprintf(fid,':number-failed-tests: %d\n', num_failed_tests);
fprintf(fid,':list-of-failed-tests: %s\n', failed_tests{:});
else
fprintf(fid,':test-result: PASS\n');
fprintf(fid,':number-tests: 3\n');
fprintf(fid,':number-failed-tests: 0\n');
end
fclose(fid);
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